Skip to main content

トレーディング戦略のためのPythonバックテストライブラリ

Project description

BackcastPro Logo BackcastPro

トレーディング戦略のためのPythonバックテストライブラリ。 リプレイ型シミュレーターで、1バーずつ時間を進めながらチャートと売買を可視化できます。

インストール(Windows)

PyPIから(エンドユーザー向け)

python -m pip install BackcastPro

開発用インストール

git clone <repository-url>
cd BackcastPro
python -m venv .venv
.\.venv\Scripts\Activate.ps1
python -m pip install -e .
python -m pip install -r requirements.txt

使用方法

基本的な使い方

from BackcastPro import Backtest
import pandas as pd

# データ準備
df = pd.read_csv("AAPL.csv", index_col=0, parse_dates=True)
bt = Backtest(data={"AAPL": df}, cash=100000)

# 戦略関数
def my_strategy(bt):
    if bt.position == 0:
        bt.buy(tag="entry")
    elif bt.position > 0:
        bt.sell(tag="exit")

# ステップ実行
while not bt.is_finished:
    my_strategy(bt)
    bt.step()

# 結果を取得
results = bt.finalize()
print(results)

一括実行

bt = Backtest(data={"AAPL": df}, cash=100000)
results = bt.run_with_strategy(my_strategy)

marimo連携(リプレイ型シミュレーター)

import marimo as mo

slider = mo.ui.slider(start=1, stop=len(bt.index), value=1, label="時間")
bt.goto(slider.value, strategy=my_strategy)
chart = bt.make_chart()  # plotlyローソク足 + 売買マーカー

mo.vstack([slider, chart])

ドキュメント

バグ報告 / サポート

  • バグ報告や要望は GitHub Issues へ
  • 質問は Discord コミュニティへ(招待リンク
  • 使い方はドキュメントをご参照ください

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

backcastpro-0.3.2.tar.gz (363.1 kB view details)

Uploaded Source

Built Distribution

If you're not sure about the file name format, learn more about wheel file names.

backcastpro-0.3.2-py3-none-any.whl (70.2 kB view details)

Uploaded Python 3

File details

Details for the file backcastpro-0.3.2.tar.gz.

File metadata

  • Download URL: backcastpro-0.3.2.tar.gz
  • Upload date:
  • Size: 363.1 kB
  • Tags: Source
  • Uploaded using Trusted Publishing? No
  • Uploaded via: uv/0.9.26 {"installer":{"name":"uv","version":"0.9.26","subcommand":["publish"]},"python":null,"implementation":{"name":null,"version":null},"distro":{"name":"Ubuntu","version":"24.04","id":"noble","libc":null},"system":{"name":null,"release":null},"cpu":null,"openssl_version":null,"setuptools_version":null,"rustc_version":null,"ci":true}

File hashes

Hashes for backcastpro-0.3.2.tar.gz
Algorithm Hash digest
SHA256 cdf1047d973371b8eb4e581f4a3097613358aabb5fb2bfe75a95c368254a3f88
MD5 e1a337e1d7c33cdab047dd9eb040e644
BLAKE2b-256 94355edffecfa104b3385dbe996c01ed4553b8e0894e06a660557da0f8c10589

See more details on using hashes here.

File details

Details for the file backcastpro-0.3.2-py3-none-any.whl.

File metadata

  • Download URL: backcastpro-0.3.2-py3-none-any.whl
  • Upload date:
  • Size: 70.2 kB
  • Tags: Python 3
  • Uploaded using Trusted Publishing? No
  • Uploaded via: uv/0.9.26 {"installer":{"name":"uv","version":"0.9.26","subcommand":["publish"]},"python":null,"implementation":{"name":null,"version":null},"distro":{"name":"Ubuntu","version":"24.04","id":"noble","libc":null},"system":{"name":null,"release":null},"cpu":null,"openssl_version":null,"setuptools_version":null,"rustc_version":null,"ci":true}

File hashes

Hashes for backcastpro-0.3.2-py3-none-any.whl
Algorithm Hash digest
SHA256 9053883ce27055ef9a2a733f67ea7e3fa619d80b58c59968dc52efc5473f463e
MD5 d27127597ac995b4d29b812c6bdd1cb3
BLAKE2b-256 33561452bc30b479a7ba2f394f1923ba98211acbb0425bf538d4dfa161087d4d

See more details on using hashes here.

Supported by

AWS Cloud computing and Security Sponsor Datadog Monitoring Depot Continuous Integration Fastly CDN Google Download Analytics Pingdom Monitoring Sentry Error logging StatusPage Status page